High-order methods for the option pricing under multivariate rough volatility models.

Zhengguang Shi Pin Lyu Jingtang Ma

Published in: Comput. Math. Appl. (2023)

Keyphrases

high order
bayesian logistic regression
predictive power
statistical methods
higher order
low order
option pricing
computer vision
similarity measure
markov random field
life cycle
stock market
stock price
markov models